Estimation of linear functional of large spectral density matrix and application to Whittle's approach (Q825341): Difference between revisions
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Latest revision as of 04:18, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of linear functional of large spectral density matrix and application to Whittle's approach |
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Estimation of linear functional of large spectral density matrix and application to Whittle's approach (English)
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17 December 2021
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linear functional of spectra
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autocovariance estimation
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high-dimensional non-Gaussian stationary processes
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generalized thresholding
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Whittle estimator
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